A short primer on tying jigs. This just covers the basics and is a good place to start.
Materials:
jig hooks
brass or nickel beads
something to connect the bead to the hook (see below)
tying materials (see below)
vise
thread
bobbin
hackle pliers
lead wire (see below)
bodkin (see below)
good small scissors
For connecting the bead to the hook, there are lots of different ways to do it. Mark at First Cast uses heavy sewing pins. Some folks use small nails. Since I also make my own spinners, I've got lots of tag ends left from the wire so I put a 90 degree bend in the very tip and use that to attach the bead.
The lead wire is for balancing the jig. Provided you pick the hook and bead properly, you won't need it. However, to balace the size bead I tie on the hook I tie it on, the lead wire is required to get it to balance out right. You want a jig that is level or points downward toward the bend slightly.
For a long time, I used lead headed jigs that were prepainted. These work well and get you off to a head start. Shop around or make your own to get a good strong hook. Painted jigheads will end up losing their paint if you're fishing them down where they need to be. Nail polish makes a good touch up for this.
For materials, I go with chenille yarn and the flashy type plasticy stuff (it's not really chenille but it's made the same way, when you see it you'll know what I mean), saddle hackle and schlappen. Color choices include the all time favorites pink and white, but don't be afraid to add orange, red and black into the mix. To get started, I'd stick with white and pink since the stuff is rather expensive and there's always time to add another color to the tying box later.
A bodkin is used to tie the whip finish knot. On tiny little flies I might actually have to use the tool to do it, but on a jig you've got lots of room to tie it by hand. Google it up and you'll find a couple of good examples on how to do it.
A jig is basically a fly tied onto a weighted hook. Most any fly that catches steelies can be tied on a jig hook and catch steelies. A good place to start is the wooly bugger. That's what most of my jigs are basically, with a few options or things tied in a different order. Follow
this link for a good demonstration on how to tie it. I skip the copper wire step they use but have thought about adding it on a couple to see if it makes a difference. I also leave off the marabou and start with the schlappen at the base of the feather and palmer it forward toward the eye. That's where the hackle pliers come in. There's really no way to palmer the feather well without them. Once you've palmered it to the eye, make a few wraps over the feather to secure it, then cut it off. At this point, make a few extra wraps to secure it and whip finish. I used to glue the whip finish with superglue but have found that if the knot is tied well you won't need it. It also makes a hassle when you take apart jigs to reclaim the parts for new designs.
Here's a few shots of jigs I tied up last year.